Al’pin, Yu. A. Matrix theorems on the asymptotics of non-Markovian random sequences. (Russian) Zbl 0605.60056 Veroyatn. Metody Kibern. 21, 3-11 (1985). The paper deals with the matrix construction for a non-Markovian random sequence with a finite set of values. This matrix plays the same role in asymptotical problems as the transition probability matrix of a Markov chain. Generally, it is not stochastic and its elements cannot be interpreted as probabilities. Examples of classes of random sequences are given supplied with the results stated in the paper as well as an example of an opposite nature. Reviewer: T.Shervashidze MSC: 60G99 Stochastic processes 68Q45 Formal languages and automata 60F99 Limit theorems in probability theory Keywords:non-Markovian random sequence; asymptotical problems PDFBibTeX XMLCite \textit{Yu. A. Al'pin}, Veroyatn. Metody Kibern. 21, 3--11 (1985; Zbl 0605.60056) Full Text: EuDML